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Does anyone have agood solution for dealing with survivor bias in a set of data being used for back testing?

If the system held only one position at a time then the previous position would be closed out before the second position was enetered, so for the purposes of position sizing cash and equity would be exactly the same.

I am working on developing the position sizing module of my system and I am trying to figure out how to correctly apply the Kelly criterion to stock trading. The Kelly criterion was adapted to these purposes by professional gamblers. My problem lies in that, in the gambling scenarios that it was...